PCA Index Dashboard Examples

This script was last run at 2024-03-12 10:56:41.007788+00:00 (UTC)
In US/Central Time, this is 2024-03-12 05:56:41.007788-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897894	-0.476789	0.085213	-0.006709	0.546207	0.254907
1997-01-03	-0.886186	-0.476789	-0.156539	0.008818	0.745763	0.205765
1997-01-06	-0.882283	-0.476789	-0.065130	-0.014472	0.778637	0.269687
1997-01-07	-0.882283	-0.455954	-0.130079	-0.045527	0.838256	0.383264
1997-01-08	-0.893991	-0.455954	-0.023034	-0.084344	0.786297	0.496449
...	...	...	...	...	...	...
2024-03-05	-0.800329	-1.497711	-0.718223	1.670222	1.214541	-0.158836
2024-03-06	-0.815940	-1.528963	-0.713412	1.670222	1.123783	-0.203223
2024-03-07	-0.815940	-1.497711	-0.720629	1.809966	1.133107	-0.250779
2024-03-08	-0.819842	-1.476876	-0.684546	1.872074	1.023325	-0.227794
2024-03-11	-0.819842	-1.497711	-0.684546	1.872074	0.955859	-0.227794

7184 rows × 6 columns

pc1

DATE
1997-01-02   -0.579958
1997-01-03   -0.686195
1997-01-06   -0.669073
1997-01-07   -0.705489
1997-01-08   -0.675136
                ...   
2024-03-05   -1.525801
2024-03-06   -1.512459
2024-03-07   -1.532551
2024-03-08   -1.511684
2024-03-11   -1.503028
Name: PC1, Length: 7184, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()